Data-Driven Reconstruction of Stochastic Dynamical Equations based on Statistical Moments

Controlling statistical moments of stochastic dynamical networks.

We consider a general class of stochastic networks and ask which network nodes need to be controlled, and how, to stabilize and switch between desired metastable (target) states in terms of the first and second statistical moments of the system. We first show that it is sufficient to directly interfere with a subset of nodes which can be identified using information about the graph of the netwo...

Deterministic dynamical bounds on moments of nonstationary stochastic processes

In this contribution we deal with the deterministic dominance of the proba bility moments of stochastic processes More precisely given a positive stochastic process we propose to dominate its probability moment sequence by the trajectory of appropriate lower and upper dominating deterministic processes The analysis of the behavior of the original stochastic process is then transferred to the st...

Accurate Object Reconstruction by Statistical Moments

Statistical moments can offer a powerful means for object description in object sequences. Moments used in this way provide a description of the changing shape of the object with time. Using these descriptions to predict temporal views of the object requires efficient and accurate reconstruction of the object from a limited set of moments, but accurate reconstruction from moments has as yet rec...

Stochastic Bandit Based on Empirical Moments

In the multiarmed bandit problem a gambler chooses an arm of a slot machine to pull considering a tradeoff between exploration and exploitation. We study the stochastic bandit problem where each arm has a reward distribution supported in [0, 1]. For this model, there exists a policy which achieves the theoretical bound asymptotically. However the optimal policy requires a computation of a conve...

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion